Syllabus

Title
5566 Econometrics I
Instructors
Dr. Stefan Humer, Mag.Mag. Anna Raggl, Ph.D.
Contact details
stefan.humer@wu.ac.at; anna.raggl@wu.ac.at
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/13/15 to 03/02/15
Registration via LPIS
Notes to the course
Subject(s) Bachelor Programs
Econometrics I
Elective Course I - Econometrics
Dates
Day Date Time Room
Tuesday 03/10/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 03/17/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 03/24/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 04/14/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 04/21/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 04/28/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 05/05/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 05/19/15 09:00 AM - 11:00 AM TC.3.02
Tuesday 06/02/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 06/09/15 09:00 AM - 11:00 AM TC.4.01
Tuesday 06/16/15 08:00 AM - 10:00 AM EA.6.026
Tuesday 06/23/15 09:00 AM - 11:00 AM TC.4.01

On this page:

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Contents

Date      Topics
10.03.    Chap. 1, Intro
17.03.    Chap. 2, Simple regression model
24.03.    Chap. 3, Multiple regression: estimation
14.04.    Chap. 3, Multiple Regression: estimation
21.04.    Chap. 4, Multiple Regression: inference
28.04.    EXAM 1
05.05.    Chap. 5, OLS asymptotics
19.05.    LAB Session
02.06.    Chap. 6, Functional forms
09.06.    Chap. 7, Binary variables
16.06.    Chap. 8, Heteroskedasticity
23.06.    EXAM 1

Introduction to R and Stata in class and in a lab session.

IMPORTANT:

The Center for Students of Economics (VW-Zentrum) organizes an R and Stata tutorial, lead by Manuel Bachmann and Stefan Jestl. Participation in one of the two tutorials is highly recommended. Please note, that both sessions cover the same topics - an introduction to R as well as Stata, so you can choose between

  • March 24, 15:00-19:00 in TC.-1.61 (PC room)
  • March 25, 16:00-20:00 in TC.-1.61 (PC room)
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Learning outcomes

This course provides an introduction to the analysis of economic data using econometric methods that are based on the multiple regression model. After having taken the course, students should be able to ...

  • understand and critically reflect empirical studies that apply these methods
  • apply the theoretical knowledge acquired in the course to practical problems
  • carry out econometric work by themselves
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Teaching/learning method(s)

Weekly course with lectures, exercises and practical examples using R and STATA

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Assessment

GRADING

1) 40% exercises and participation
2) 30% Exam I
3) 30% Exam II

(minimum of 40% necessary in both Exams)

>87.5% 1
>75.0% 2
>62.5% 3
>50.0% 4

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Readings
1 Author: Wooldridge, Jeffrey M.
Title: Introduction to Econometrics. Europe, Middle East and Africa Edition

Publisher: Cengage Learning
Edition: Europe, Middle East and Africa Edition
Remarks: Als Alternative kann auch die 4. oder 5. Auflage von „Introductory Econometrics. A Modern Approach“ des selben Autors verwendet werde. Da der Preis der 5. Auflage dieser Version allerdings deutlich ueber dem der „EMEA-Edition“ (Europe, Middle East and Africa Edition; ISBN10: 1-4080-9375-8) liegt, haben wir uns entschieden mit der EMEA-Edition zu arbeiten. Inhaltich unterscheiden sich die Versionen allerdings kaum voneinander, und alle drei Editionen koennen fuer den Kurs verwendet werden.
Year: 2014
Content relevant for class examination: Yes
Recommendation: Essential reading for all students
Type: Book
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Recommended previous knowledge and skills
Basic knowledge in statistics and mathematics
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Availability of lecturer(s)

stefan.humer@wu.ac.at; Tel. -4509

anna.raggl@wu.ac.at; Tel. -4271

office hours upon appointment

Last edited: 2015-03-09



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